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General model selection estimation of a periodic regression with a Gaussian noise

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  • Victor Konev
  • Serguei Pergamenchtchikov

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  • Victor Konev & Serguei Pergamenchtchikov, 2010. "General model selection estimation of a periodic regression with a Gaussian noise," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(6), pages 1083-1111, December.
    • Handle: RePEc:spr:aistmt:v:62:y:2010:i:6:p:1083-1111
    DOI: 10.1007/s10463-008-0193-1
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    References listed on IDEAS

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    1. V. Konev & S. Pergamenshchikov, 2003. "Sequential Estimation of the Parameters in a Trigonometric Regression Model with the Gaussian Coloured Noise," Statistical Inference for Stochastic Processes, Springer, vol. 6(3), pages 215-235, October.
    2. D. Fourdrinier & S. Pergamenshchikov, 2007. "Improved Model Selection Method for a Regression Function with Dependent Noise," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(3), pages 435-464, September.
    3. Galtchouk, L. & Pergamenshchikov, S., 2006. "Asymptotically efficient estimates for nonparametric regression models," Statistics & Probability Letters, Elsevier, vol. 76(8), pages 852-860, April.
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    Citations

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    Cited by:

    1. E. A. Pchelintsev & S. M. Pergamenshchikov, 2018. "Oracle inequalities for the stochastic differential equations," Statistical Inference for Stochastic Processes, Springer, vol. 21(2), pages 469-483, July.
    2. Evgeny Pchelintsev & Serguei Pergamenshchikov & Maria Leshchinskaya, 2022. "Improved estimation method for high dimension semimartingale regression models based on discrete data," Statistical Inference for Stochastic Processes, Springer, vol. 25(3), pages 537-576, October.
    3. Evgeny Pchelintsev, 2013. "Improved estimation in a non-Gaussian parametric regression," Statistical Inference for Stochastic Processes, Springer, vol. 16(1), pages 15-28, April.
    4. Victor, Konev & Serguei, Pergamenchtchikov, 2015. "Robust model selection for a semimartingale continuous time regression from discrete data," Stochastic Processes and their Applications, Elsevier, vol. 125(1), pages 294-326.
    5. Vlad Stefan Barbu & Slim Beltaief & Sergey Pergamenshchikov, 2019. "Robust adaptive efficient estimation for semi-Markov nonparametric regression models," Statistical Inference for Stochastic Processes, Springer, vol. 22(2), pages 187-231, July.

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